+34.2%
DIS vs HWM
+1,473.3%
-1,439.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -1.2% |
| 7D | +5.2% | +3.4% | +1.9% | +3.8% |
| 30D | +11.5% | -7.5% | +19.0% | +13.6% |
| 3M | +11.5% | -28.9% | +40.4% | +23.2% |
| 6M | +8.9% | -19.6% | +28.5% | +14.7% |
| YTD | +3.4% | +0.6% | +2.8% | +0.1% |
| 1Y | +7.2% | +0.3% | +6.9% | +3.8% |
| 3Y | +43.3% | +326.1% | -282.8% | -19.6% |
| 5Y | -31.4% | +525.2% | -556.6% | -66.7% |
| All | +34.2% | +1,473.3% | -1,439.1% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling